+225.5%
KMB vs BR
+1,473.8%
-1,248.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | +9.1% | +13.7% | -4.6% | +5.6% |
| 3M | -0.4% | +13.8% | -14.2% | -3.7% |
| 6M | +13.0% | +29.7% | -16.7% | +5.4% |
| YTD | +10.3% | -12.6% | +23.0% | +13.3% |
| 1Y | +8.2% | -12.4% | +20.7% | +11.0% |
| 3Y | +0.4% | +14.1% | -13.7% | -4.5% |
| 5Y | -2.7% | +18.7% | -21.4% | -9.6% |
| 10Y | +35.7% | +276.2% | -240.5% | -8.3% |
| All | +225.5% | +1,473.8% | -1,248.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling